Yes, the idea of Purgatory works for a little while.

The monster is "seen" in the pilot show when it kills the pilot in the plane and sends him up the tree.
In Season 1 Episode 3 "White Rabbit" Locke sees the smoke monster --- sometimes it is smoke and sometimes it manifests other ways:
"I looked into the eye of this island, and what I saw was beautiful."


I think Eko's was different from other deaths (from the smoke monster or otherwise). I remain confused about him.
Often people like Shannon die after they work out what they came to take care of (I guess that is how this is a kind of purgatory.)

Mari